| Description | Indicates which scenario - up or down - resulted in the worst loss for a risk factor |
| Variations | high-low |
| Hierarchies required in the view | CSR non-Sec Buckets |
| Reference | [MAR21.5] |
CSR non-sec curvature risk position scenario
The CSR non-Sec Curvature Risk Position Scenario measure in FRTBCombinedCube, indicating the worst-case curvature scenario (up or down) at the risk factor level per Basel MAR21.5
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